Wavelet series representation and geometric properties of harmonizable fractional stable sheets

DOI10.1080/17442508.2019.1594811zbMath1490.60126arXiv1903.04397OpenAlexW2950689656MaRDI QIDQ5086471

Antoine Ayache, Narn-Rueih Shieh, Yimin Xiao

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.04397

zbMATH Keywords

inverse imageHausdorff dimensionlocal timesstrong local nondeterminismLePage representationwavelet series representationharmonizable fractional stable sheets

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items

Regularity of an abstract Wiener integral

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate operator-self-similar random fields
• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
• Joint continuity of the local times of fractional Brownian sheets
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Operator scaling stable random fields
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Geometric properties of fractional Brownian sheets
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Ondelettes et bases hilbertiennes. (Wavelets and Hilbert bases)
• Local nondeterminism and local times for stable processes
• Occupation densities
• Local times and related sample path properties of certain self-similar processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Fractional Brownian sheet
• Stationary increments harmonizable stable fields: upper estimates on path behaviour
• Sample functions of the \(N\)-parameter Wiener process
• Maximal moments and uniform modulus of continuity for stable random fields
• Operator-stable and operator-self-similar random fields
• Hölder regularity for operator scaling stable random fields
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Uniform modulus of continuity of random fields
• Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Sample function properties of multi-parameter stable processes
• Ten Lectures on Wavelets
• On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d
• Multiparameter Processes
• Self-Similarity and Lamperti Transformation for Random Fields